-60.8%
EOSE vs EQH
+182.5%
-243.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -2.0% |
| 7D | +1.8% | +0.7% | +1.1% | +1.1% |
| 30D | -6.8% | +2.8% | -9.7% | -8.8% |
| 3M | -36.3% | +23.1% | -59.4% | -45.7% |
| 6M | -38.8% | +41.4% | -80.2% | -53.3% |
| YTD | -65.5% | +14.3% | -79.8% | -69.4% |
| 1Y | -45.3% | +1.6% | -46.9% | -47.3% |
| 3Y | +44.2% | +102.7% | -58.6% | -26.1% |
| 5Y | -69.5% | +104.5% | -174.0% | -84.0% |
| All | -60.8% | +182.5% | -243.3% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EQH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling